Extract logic from get_max_pain()

All the max pain math now is in this two functions:

- get_total_intrinsic_values(): calculate the total value for all strike_prices and stores then in a dict[str, Decimal]

- `get_intrinsic_value_and_max_pain()` given the `intrinsic_values` dict, returns the `max_pain` strike price and the `total_intrinsic_value` for that `strike_price`

examples/max_pain.py

@@ -49,6 +49,44 @@ async def max_pain_daemon(
         oi_by_strikes = client.get_strikes_dict(instruments)
 
 
+    def get_total_intrinsic_values(
+        oi_by_strikes: dict[str, dict[str, Decimal]]
+    ) -> dict[str, dict[str, Decimal]]:
+        call_cash: Decimal = Decimal(0)
+        put_cash: Decimal = Decimal(0)
+        intrinsic_values: dict[str, dict[str, Decimal]] = {}
+        closes: list = sorted(Decimal(close) for close in oi_by_strikes)
+
+        for strike, oi in oi_by_strikes.items():
+            s = Decimal(strike)
+            call_cash = sum(max(0, (s - c) * oi_by_strikes[str(c)]['C']) for c in closes)
+            put_cash = sum(max(0, (c - s) * oi_by_strikes[str(c)]['P']) for c in closes)
+
+            intrinsic_values[strike] = {
+                'C': call_cash,
+                'P': put_cash,
+                'total': call_cash + put_cash,
+            }
+
+        return intrinsic_values
+
+    def get_intrinsic_value_and_max_pain(
+        intrinsic_values: dict[str, dict[str, Decimal]]
+        ):
+        # We meed to find the lowest value, so we start at
+        # infinity to ensure that, and the max_pain must be
+        # an amount greater than zero.
+        total_intrinsic_value: Decimal = Decimal('Infinity')
+        max_pain: Decimal = Decimal(0)
+
+        for strike, oi in oi_by_strikes.items():
+            s = Decimal(strike)
+            if intrinsic_values[strike]['total'] < total_intrinsic_value:
+                total_intrinsic_value = intrinsic_values[strike]['total']
+                max_pain = s
+
+        return total_intrinsic_value, max_pain
+
     def update_oi_by_strikes(msg: tuple):
         nonlocal oi_by_strikes
         if 'oi' == msg[0]:
@@ -74,30 +112,10 @@ async def max_pain_daemon(
         '''
 
         nonlocal timestamp
-        # We meed to find the lowest value, so we start at
-        # infinity to ensure that, and the max_pain must be
-        # an amount greater than zero.
-        total_intrinsic_value: Decimal = Decimal('Infinity')
-        max_pain: Decimal = Decimal(0)
-        call_cash: Decimal = Decimal(0)
-        put_cash: Decimal = Decimal(0)
-        intrinsic_values: dict[str, dict[str, Decimal]] = {}
-        closes: list = sorted(Decimal(close) for close in oi_by_strikes)
 
-        for strike, oi in oi_by_strikes.items():
+        intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
-            s = Decimal(strike)
-            call_cash = sum(max(0, (s - c) * oi_by_strikes[str(c)]['C']) for c in closes)
-            put_cash = sum(max(0, (c - s) * oi_by_strikes[str(c)]['P']) for c in closes)
 
-            intrinsic_values[strike] = {
+        total_intrinsic_value, max_pain = get_intrinsic_value_and_max_pain(intrinsic_values)
-                'C': call_cash,
-                'P': put_cash,
-                'total': call_cash + put_cash,
-            }
-
-            if intrinsic_values[strike]['total'] < total_intrinsic_value:
-                total_intrinsic_value = intrinsic_values[strike]['total']
-                max_pain = s
 
         return {
             'timestamp': timestamp,